+241.6%
LNG vs AMBA
-54.5%
+296.1%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | +0.4% |
| 7D | +3.4% | -11.0% | +14.4% | +4.2% |
| 30D | +14.9% | -23.2% | +38.0% | +16.7% |
| 3M | +21.4% | -12.7% | +34.1% | +21.4% |
| 6M | +17.8% | +11.2% | +6.6% | +14.8% |
| YTD | +51.3% | -11.2% | +62.5% | +49.7% |
| 1Y | +24.4% | -22.5% | +47.0% | +23.8% |
| 3Y | +79.7% | -1.3% | +81.0% | +69.2% |
| All | +241.6% | -54.5% | +296.1% | +223.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded AMBA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling